+85.1%
MET vs GME
-58.9%
+144.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +1.0% |
| 7D | -2.5% | +6.0% | -8.5% | -2.7% |
| 30D | 0.0% | +8.3% | -8.4% | -0.3% |
| 3M | +13.1% | -9.1% | +22.1% | +13.4% |
| 6M | +39.0% | -16.3% | +55.3% | +39.7% |
| YTD | +25.2% | +1.5% | +23.7% | +24.9% |
| 1Y | +25.6% | -16.3% | +42.0% | +26.2% |
| 3Y | +67.1% | +15.1% | +51.9% | +55.9% |
| 5Y | +85.1% | -57.2% | +142.3% | +78.4% |
| All | +85.1% | -58.9% | +144.0% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling